As international financial markets expand, global concerns over the soundness of banking practices are driving stringent new requirements for bank-level management, regulatory control, and market disclosure. Data processing systems may use software tools, such as SAP proprietary software tools, to meet these banking requirements. One example of such a SAP software tool is Basel Capital Accord (Basel II) (commercially available from SAP AG, Waldorf, Germany), which enhances the capabilities of the SAP banking solution portfolio.
The SAP solution for the Basel II represents a risk-sensitive framework that provides capabilities for calculating risk exposure, calculating capital, managing market risk, managing interest risk, managing liquidity risk, calculating and managing all areas of credit risk, and facilitating the handling of mass data. Basel II may serve the economic interests associated with financial institutions and associated with financial affairs in banking practice.
In view of prior software tool solutions for banking systems, there still remains the need to improve the software performance (e.g., runtime performance). According to the Basel II capital record rating, data must be analyzed regularly in the form of portfolio and migration matrices. One problem is calculating the rating portfolio and migration matrices efficiently. Usually, the underlying mass data may not allow computer-based main memory processing since the large amount of data may exceed the memory limits of the computer.
Therefore, there exists a need to provide methods and systems for reducing the processing time needed to calculate data necessary to assess the risks according to Basel II, as mentioned above. There also exists a need to provide methods and systems for guarantying the data and process integrity.